Three Afghan national army officers have gone missing while in the United States for a joint military training exercise at Joint Base Cape Cod, U.S. military and law enforcement officials said.

They arrived in the country on Sept. 11, and were reported missing by base security personnel late Saturday. They were last seen at the Cape Cod Mall in Hyannis, Mass.

A Centcom official told ABC News there is no indication that the Afghan men reported missing pose any threat to the public. Officials said all the Afghan military personnel were fully vetted before they arrived

Base and local police and state authorities are working together to locate the three Afghans. There are still approximately a dozen Afghan soldiers still participating in the exercise, which ends Sep. 24th.

A National Guard spokesman told ABC News that officials are trying to piece together the missing Afghanistan National Army senior officers' movements.

"It's tough to say what they were doing at the mall. We are gathering all of the information we can on the officers' now,'' spokesman James Sahady said.

Massachusetts State Police spokesman David Procopio said the investigation is being run by the FBI and the Department of Justice, but Massachusetts state troopers are assisting in "putting the word out" and searching the area around Camp Edwards.

The three officers were participating in Central Command's Regional Cooperation exercise, an annual command-post exercise. This year's exercise runs Sept. 17-24 and includes representatives from five different nations and more than 200 participants.

Just last weekend, two Afghan policemen in the Washington, D.C., for a DEA training program at Quantico, Va., also went missing while on a sightseeing trip to Georgetown.

The two men, who were part of a group of 31 Afghan police officers in the U.S. for the multi-week program, were found safe somewhere outside of D.C., but officials would not say exactly where, ABC affiliate WJLA-TV reported.

According to WJLA-TV, the DEA said the two men left the group because they did not want to go back to Afghanistan.